+195.5%
USO vs FE
+45.0%
+150.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +9.5% | +1.9% | +7.5% | +9.3% |
| 30D | +23.6% | -1.2% | +24.7% | +23.6% |
| 3M | +3.8% | +3.5% | +0.3% | +3.6% |
| 6M | +55.0% | -6.1% | +61.1% | +55.6% |
| YTD | +105.3% | +7.6% | +97.7% | +104.0% |
| 1Y | +91.4% | +11.9% | +79.5% | +89.8% |
| 3Y | +84.6% | +48.4% | +36.1% | +73.2% |
| All | +195.5% | +45.0% | +150.5% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling